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EF

Empirical Finance Portfolio holdings

AUM $2.13B
1-Year Est. Return 29.56%
This Fund
S&P 500
This Quarter Est. Return
+15.58%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$569M
AUM Growth
+$102M
Cap. Flow
+$36.4M
Cap. Flow %
6.4%
Top 10 Hldgs %
34.56%
Holding
334
New
47
Increased
226
Reduced
21
Closed
9

Top Buys

Rank Stock Value
1
VTI icon
Vanguard Morningstar Total Stock Market ETF
VTI
+$7.27M
2
GLD icon
SPDR Gold Trust
GLD
+$3.68M
3
AAPL icon
Apple
AAPL
+$3.18M
4
MSFT icon
Microsoft
MSFT
+$2.89M
5
VXF icon
Vanguard Extended Market ETF
VXF
+$2.83M

Top Sells

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$10.7M
2
AAVM
EA Series Trust Alpha Architect Global Factor Equity ETF
AAVM
+$5.2M
3
IVV icon
iShares Core S&P 500 ETF
IVV
+$2.51M
4
VWOB icon
Vanguard Emerging Markets Government Bond ETF
VWOB
+$2.41M
5
IMOM icon
Alpha Architect International Quantitative Momentum ETF
IMOM
+$2.22M

Sector Composition

Rank Sector Weight
1 Technology 15.17%
2 Consumer Discretionary 12.01%
3 Healthcare 10.13%
4 Industrials 9.63%
5 Financials 6.28%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CTSH icon
51
Cognizant
CTSH
$24.5B
$2.52M 0.44%
30,813
+952
+3% +$72.5K
BAC icon
52
Bank of America
BAC
$443B
$2.5M 0.44%
82,307
+12,757
+18% +$342K
TNL icon
53
Travel + Leisure Co
TNL
$4.77B
$2.48M 0.44%
55,213
-45
-0.1% -$1.76K
VZ icon
54
Verizon
VZ
$194B
$2.46M 0.43%
41,950
+7,415
+21% +$440K
ADBE icon
55
Adobe
ADBE
$101B
$2.46M 0.43%
4,910
+847
+21% +$409K
CMCSA icon
56
Comcast
CMCSA
$87.7B
$2.44M 0.43%
46,606
+8,038
+21% +$385K
CMI icon
57
Cummins
CMI
$86.6B
$2.41M 0.42%
10,623
+263
+3% +$59.1K
NFLX icon
58
Netflix
NFLX
$302B
$2.41M 0.42%
44,540
+7,820
+21% +$396K
PII icon
59
Polaris
PII
$4.22B
$2.38M 0.42%
24,982
– –
ALV icon
60
Autoliv
ALV
$9.07B
$2.32M 0.41%
25,225
– –
BIIB icon
61
Biogen
BIIB
$30.6B
$2.27M 0.4%
9,282
+260
+3% +$67.1K
ARW icon
62
Arrow Electronics
ARW
$11.6B
$2.24M 0.39%
23,026
– –
FL
63
DELISTED
Foot Locker
FL
$2.22M 0.39%
54,925
-72
-0.1% -$2.81K
KO icon
64
Coca-Cola
KO
$372B
$2.14M 0.38%
39,098
+6,957
+22% +$360K
MRK icon
65
Merck
MRK
$319B
$2.12M 0.37%
27,192
+4,673
+21% +$357K
PFE icon
66
Pfizer
PFE
$145B
$2.11M 0.37%
57,352
+7,245
+14% +$266K
WIZ
67
DELISTED
Alpha Architect Merlyn.AI Bull-Rider Bear-Fighter ETF
WIZ
$2.1M 0.37%
62,893
– –
CVS icon
68
CVS Health
CVS
$134B
$2.09M 0.37%
30,628
+2,347
+8% +$153K
PEP icon
69
PepsiCo
PEP
$189B
$2.09M 0.37%
14,103
+2,455
+21% +$349K
T icon
70
AT&T
T
$160B
$2.07M 0.36%
95,249
+16,889
+22% +$364K
NTAP icon
71
NetApp
NTAP
$38.2B
$2.07M 0.36%
31,216
+374
+1% +$19.8K
WMT icon
72
Walmart Inc
WMT
$876B
$2.06M 0.36%
42,957
+7,347
+21% +$357K
ITT icon
73
ITT
ITT
$18.1B
$2.06M 0.36%
26,730
– –
XOM icon
74
ExxonMobil
XOM
$639B
$1.99M 0.35%
48,154
+7,610
+19% +$285K
ABT icon
75
Abbott
ABT
$184B
$1.97M 0.35%
18,017
+3,172
+21% +$345K
1 2
3
4 5

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AAP
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BCM
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SC
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NAAA
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IVAV
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GA
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HJGA
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CF
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Empirical Finance's Q4 2020 Portfolio in Review

As of Q4 2020, Empirical Finance held 334 positions worth $569M, up 22% from $467M the previous quarter. Its ten largest holdings account for 35% of the portfolio.

Empirical Finance deployed $36.4M of net new capital in Q4 2020, opening 47 new positions and adding to 226 existing holdings. Its largest new stake was Vanguard Extended Market ETF: 19,088 shares worth $3.14M.

By sector, the portfolio is most concentrated in Technology at 15% of assets, up from 14% a quarter earlier, followed by Consumer Discretionary and Healthcare.

On the sell side, the largest reduction was EA Series Trust Alpha Architect Global Factor Equity ETF, an estimated $5.2M trimmed.

  • Empirical Finance's largest Q4 2020 buy was Vanguard Extended Market ETF: 19,088 shares worth $3.14M.
  • Empirical Finance added most to Vanguard Morningstar Total Stock Market ETF in Q4 2020, an estimated $7.27M increase.
  • Empirical Finance's biggest Q4 2020 reduction was EA Series Trust Alpha Architect Global Factor Equity ETF, cutting an estimated $5.2M.
  • Empirical Finance fully exited iShares 1-3 Year Treasury Bond ETF in Q4 2020, selling an estimated $10.7M.
  • Empirical Finance's ten largest holdings make up 35% of its $569M portfolio in Q4 2020.
  • Empirical Finance opened 47 new positions and closed 9 in Q4 2020.
  • Empirical Finance's portfolio value rose 22% quarter-over-quarter to $569M.

Based on Empirical Finance's 13F filing for Q4 2020, filed 2 Feb 2021.